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Merge pull request #10858 from xzmeng/binance-public-data

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Improve binance historic OHLCV download speed
This commit is contained in:
Matthias
2024-12-01 19:41:40 +01:00
committed by GitHub
parent ac5a3b9217 162c79029f
commit 29f86afaf4
11 changed files with 957 additions and 56 deletions
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8
freqtrade/exchange/exchange.py
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@@ -2244,8 +2244,9 @@ class Exchange:
:param pair: Pair to download
:param timeframe: Timeframe to get data for
:param since_ms: Timestamp in milliseconds to get history from
:param until_ms: Timestamp in milliseconds to get history up to
:param candle_type: '', mark, index, premiumIndex, or funding_rate
:param is_new_pair: used by binance subclass to allow "fast" new pair downloading
:param until_ms: Timestamp in milliseconds to get history up to
:return: Dataframe with candle (OHLCV) data
"""
pair, _, _, data, _ = self.loop.run_until_complete(
@@ -2254,11 +2255,10 @@ class Exchange:
timeframe=timeframe,
since_ms=since_ms,
until_ms=until_ms,
is_new_pair=is_new_pair,
candle_type=candle_type,
)
)
logger.info(f"Downloaded data for {pair} with length {len(data)}.")
logger.debug(f"Downloaded data for {pair} from ccxt with length {len(data)}.")
return ohlcv_to_dataframe(data, timeframe, pair, fill_missing=False, drop_incomplete=True)
async def _async_get_historic_ohlcv(
@@ -2267,13 +2267,11 @@ class Exchange:
timeframe: str,
since_ms: int,
candle_type: CandleType,
is_new_pair: bool = False,
raise_: bool = False,
until_ms: int | None = None,
) -> OHLCVResponse:
"""
Download historic ohlcv
:param is_new_pair: used by binance subclass to allow "fast" new pair downloading
:param candle_type: Any of the enum CandleType (must match trading mode!)
"""